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Investibility and Return Volatility in Emerging Equity Markets
16 references·1 citing·46 second hop
Investibility and Return Volatility in Emerging Equity Markets (2003)Investibility and Return Volatility in Em…Emerging Equity Market Volatility (2005)Emerging Equity Market Volati…Dating the integration of world equity markets (2002)Dating the integration of wor…Stock Market Liberalizations and the Repricing of Systematic Risk (2001)Stock Market Liberalizations …Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (1999)Stock Market Liberalization, …Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? (1999)Foreign Ownership Restriction…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…The Portfolio Flows of International Investors, I (1998)The Portfolio Flows of Intern…Local Return Factors and Turnover in Emerging Stock Markets (1998)Local Return Factors and Turn…Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997 (1998)Do Foreign Investors Destabil…Market Segmentation and Stock Prices: Evidence from an Emerging Market (1997)Market Segmentation and Stock…Emerging equity market volatility (1997)Emerging equity market volati…Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Liquidity and Commonality in Emerging Markets (2007)Liquidity and Commonality in …Biases in Dynamic Models with Fixed Effects (1981)Panel data and unobservable individual effects (1981)Market microstructure: A survey (2000)Analysis of Panel Data (2003)Emerging markets finance (2003)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Momentum Strategies (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Default Risk in Equity Returns (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Financial Globalization: A Reappraisal (2006)American Economic Review (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Idiosyncratic Risk, Long-Term Reversal, and Momentum (2010)The Volatility Effect in Emerging Markets (2012)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Herding and Feedback Trading by Institutional and Individual Investors (1999)The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)Investor Psychology and Asset Pricing (2001)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)On the Impossibility of Informationally Efficient Markets (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does financial liberalization spur growth? (2005)Trade Liberalization and Growth: New Evidence (2008)The impact of financial development on energy consumption in emerging economies (2010)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Financial Dependence and Growth (1996)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Political relationships, global financing, and corporate transparency: Evidence from Indonesia☆ (2006)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Financial Super-Markets: Size Matters for Asset Trade (2001)Financial Openness and Productivity (2009)Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Contagious Currency Crises (1996)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)
this work references cited by second hop

References

  • 2000Foreign Speculators and Emerging Equity Markets1,988 cited
  • 1997Emerging equity market volatility1,743 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997975 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995648 cited
  • 2002Dating the integration of world equity markets602 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 2000Foreign Speculators and Emerging Equity Markets481 cited
  • 1997Market Segmentation and Stock Prices: Evidence from an Emerging Market322 cited
  • 1998Local Return Factors and Turnover in Emerging Stock Markets246 cited
  • 1998The Portfolio Flows of International Investors, I211 cited
  • 1998Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997210 cited
  • 1999Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?204 cited
  • 1999Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices154 cited
  • 2005Emerging Equity Market Volatility117 cited

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  • 2001Stock Market Liberalizations and the Repricing of Systematic Risk48 cited
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    • 2007Liquidity and Commonality in Emerging Markets18 cited